Jesus Vigo goes over the steps to create a bootable USB to install OS X 10.7-10.8 and OS X 10.5-10.6, as well as how to put multiple versions on the same USB.

But, an SD card formatted as Mac OS Extended and given a GUID partition map can be used to install a bootable version of Mac OS X.

The handful of Linux distributions that take advantage of this should boot with no problems and no further configuration on a PC with Secure Boot enabled. There is one catch here.

While the phones ship with a version of Manjaro Linux featuring the KDE Plasma Mobile user interface, you can boot an alternate operating system just by flashing it onto a bootable microSD card ...

It seems that the SD card slot in the new MacBook Pros does count as a bootable device; all you have to do is install OS X onto a card, set it as the default boot device, and you're good to go ...